-99.6%
DFNS vs KGC
-5.3%
-94.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +7.5% | -25.8% | -19.9% |
| 7D | -27.7% | -6.8% | -20.9% | -26.4% |
| 30D | -58.0% | -9.2% | -48.8% | -57.1% |
| 3M | -94.0% | -9.1% | -84.9% | -94.0% |
| 6M | -94.6% | -25.7% | -68.9% | -94.3% |
| YTD | -99.4% | -23.6% | -75.8% | -99.5% |
| 1Y | -99.6% | -4.3% | -95.4% | -99.7% |
| All | -99.6% | -5.3% | -94.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling